今天颱風天來聊聊小弟程式交易的部位管理方式
先介紹兩種常見的部位管理方式
1. Fixed Amount Money Management (以下簡稱F.A.M.M.)
由始至終其下單數量皆為固定數量，不隨著操作資金增減而改變。
Ex： Account = $100000 永遠都只下2口
Trade 1 = 2 contracts x (-1000) = -2000 Balance = $98000
Trade 2 = 2 contracts x (+500) = +1000 Balance = $99000
Trade 3 = 2 contracts x (-1000) = -2000 Balance = $97000
Trade 4 = 2 contracts x (-500) = -1000 Balance = $96000
–風險比率及獲利能力隨著資金變大而減少
–回檔風險最小
–效率差
2. Fixed Fractional Money Management(以下簡稱F.F.M.M)
設定多少錢作1口後，隨著帳戶增減而決定下次下單的數量。
Ex： One contract for every $10000 Account = $100000
Trade 1 = 10 contracts x (-1000) = -10000 Balance = $90000
Trade 2 = 9 contracts x (+500) = +4500 Balance = $94500
Trade 3 = 9 contracts x (-1000) = -9000 Balance = $85500
Trade 4 = 8 contracts x (-500) = -4000 Balance = $81500
–風險比率及獲利能力隨著資金變大而同步放大
–後期回檔風險最大(風險並未隨著部位變大而減少)
–初期效率較差
以下舉例說明F.F.M.M.
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初期效率差例子說明：
One contract for every $10000 Account = $10000
Trade 1 = 1 contract x (+2000) = +2000 Balance = $12000
Trade 2 = 1 contract x (+5000) = +5000 Balance = $17000
Trade 3 = 1 contract x (-1000) = -1000 Balance = $16000
Trade 4 = 1 contract x (+4500) = +4500 Balance = $20500
è 2 contracts for next trade
帳戶賺100%後部位才多加一口，遇到順風期時部位小賺太慢。
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後期風險大例子說明：
One contract for every $10000 Account = $10000
Trade 1 = 1 contract x (+2000) = +2000 Balance = $12000
Trade 2 = 1 contract x (+5000) = +5000 Balance = $17000
. (經過 N 筆交易後 Balance來到 $10,000,000)
Trade XXXXX = 1000 contracts x (+1000) = +1000000
è 平均一口才賺1000元，整體部位竟然就要加碼 100口 (+10%) !!!
遇到下風期時，一個回檔要你命XD
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一次打太多了XD ，分作2篇好了，下篇會介紹我使用的方法，並且三者作比較，
因為大部份部落格似乎很少介紹部位控管的方法，但這卻是交易中非常重要的一環，
除非你只是把交易當娛樂，沒有想要靠之滾大你的「賭本」，
不然還是要好好思考適合自己的部位控管方式。
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